Nonnegative definite solutions to matrix equations with applications to multivariate test statistics
β Scribed by Akhil K. Vaish; N. Rao Chaganty
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 449 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0932-5026
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π SIMILAR VOLUMES
We give necessaxy and sufficient conditions for the existence of a common nonnegativedefinite (positive-definite) solution to the pair of matrix equations AXA\* = BB\* and CXC\* = DD\*, and derive a representation of the general common nonnegative-definite (positive-definite) solution to these two e
A simple representation of the general rank-constrained Hermitian nonnegative-definite (positive-definite) solution to the matrix equation AXA \* = B is derived. As medium steps, the general Hermitian solution and the general Hermitian nonnegative-definite (positive-definite) solution to the matrix